ICE US Dollar Index Future June 2015

Trading Metrics calculated at close of trading on 16-Mar-2015

Day Change Summary
	Previous	Current
	13-Mar-2015	16-Mar-2015	Change	Change %	Previous Week
Open	99.555	100.650	1.095	1.1%	98.160
High	100.785	100.715	-0.070	-0.1%	100.785
Low	99.550	99.760	0.210	0.2%	97.910
Close	100.717	100.041	-0.676	-0.7%	100.717
Range	1.235	0.955	-0.280	-22.7%	2.875
ATR	0.895	0.899	0.004	0.5%	0.000
Volume	93,098	73,804	-19,294	-20.7%	350,753

Daily Pivots for day following 16-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	103.037	102.494	100.566
R3	102.082	101.539	100.304
R2	101.127	101.127	100.216
R1	100.584	100.584	100.129	100.378
PP	100.172	100.172	100.172	100.069
S1	99.629	99.629	99.953	99.423
S2	99.217	99.217	99.866
S3	98.262	98.674	99.778
S4	97.307	97.719	99.516

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	108.429	107.448	102.298
R3	105.554	104.573	101.508
R2	102.679	102.679	101.244
R1	101.698	101.698	100.981	102.189
PP	99.804	99.804	99.804	100.049
S1	98.823	98.823	100.453	99.314
S2	96.929	96.929	100.190
S3	94.054	95.948	99.926
S4	91.179	93.073	99.136

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.785	98.370	2.415	2.4%	1.232	1.2%	69%	False	False	79,623
10	100.785	95.650	5.135	5.1%	1.004	1.0%	86%	False	False	47,483
20	100.785	94.480	6.305	6.3%	0.819	0.8%	88%	False	False	24,429
40	100.785	92.790	7.995	8.0%	0.852	0.9%	91%	False	False	12,677
60	100.785	88.410	12.375	12.4%	0.765	0.8%	94%	False	False	8,573
80	100.785	87.965	12.820	12.8%	0.714	0.7%	94%	False	False	6,454
100	100.785	85.565	15.220	15.2%	0.647	0.6%	95%	False	False	5,167
120	100.785	84.820	15.965	16.0%	0.598	0.6%	95%	False	False	4,308

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.105
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	104.774
2.618	103.215
1.618	102.260
1.000	101.670
0.618	101.305
HIGH	100.715
0.618	100.350
0.500	100.238
0.382	100.125
LOW	99.760
0.618	99.170
1.000	98.805
1.618	98.215
2.618	97.260
4.250	95.701

Fisher Pivots for day following 16-Mar-2015
Pivot	1 day	3 day
R1	100.238	100.003
PP	100.172	99.965
S1	100.107	99.928

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols